+234.7%
PM vs SAP
+228.4%
+6.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | -7.3% | +1.6% | -8.9% | -7.6% |
| 30D | -4.0% | +10.5% | -14.6% | -6.1% |
| 3M | +2.7% | +15.2% | -12.4% | -0.5% |
| 6M | +14.9% | +36.7% | -21.8% | +6.4% |
| YTD | +23.5% | -0.6% | +24.1% | +22.3% |
| 1Y | +30.4% | -4.1% | +34.5% | +30.2% |
| 3Y | +143.2% | +73.2% | +70.0% | +102.9% |
| 5Y | +159.5% | +74.1% | +85.4% | +113.0% |
| 10Y | +234.7% | +222.9% | +11.7% | +86.2% |
| All | +234.7% | +228.4% | +6.3% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling